A new definition of the Fractional Poisson Process.

Seminar
Speaker
Yair Shaki
Date
03/12/2013 - 14:00Add to Calendar 2013-12-03 14:00:00 2013-12-03 14:00:00 A new definition of the Fractional Poisson Process. We present a new definition of the fractional Poisson process (FPP2) with Hurst parameter $H < \frac{1}{2}$, based on a decomposition in law of fractional Brownian motion (FBM), which presented by Covo and Elalouf. This definition is completely analoguous with the classic case of FBM.   אוניברסיטת בר-אילן - Department of Mathematics mathoffice@math.biu.ac.il Asia/Jerusalem public
Abstract

We present a new definition of the fractional Poisson process (FPP2) with Hurst parameter $H < \frac{1}{2}$, based on a decomposition in law of fractional Brownian motion (FBM), which presented by Covo and Elalouf.

This definition is completely analoguous with the classic case of FBM.
 

Last Updated Date : 29/11/2013